The use of HTML in dialogues allows you to customise the layout and design of text and numbers. However, the amount of actual HTML tags that are supported are limited to basic sets, like header tags, paragraphs, bold, italics, color, center. Imagine making and old school HTML 4 page.
If you can understand Google's Developer instructions, you should be able to determine the tags usable by going to https://developer.android.com/reference/android/text/Html.html#FROM_HTML_MODE_LEGACY
The list is actually quite small. You can use some CSS values, but only for changing colour of text.
There may be others. They will be added!
This page is not complete and is only a draft!